Document library
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- Author:
- A C L Dyson; J Exley
- Source:
- British Actuarial Journal [BAJ] (1995) 1(3): 471-557
Pension fund asset valuation and investment
The theoretical basis for, and practical application of, the discounted income method for valuing UK pension fund assets is discussed, with particular reference to the widely adopted application to variable income (equity type) assets, as proposed by ... read more >>
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- Author:
- Stefan Weiser
- Source:
- Younger Members' Convention 2004
Diversifying with commodities (Slides)
Diversifying with Commodities The Revenge of the Old Economy Goldman Sachs International October 2004 Stefan Weiser, CFA stefan.weiser@gs.com +44 20 7774 6232 Commodities: A Separate Asset Class Goldman Sachs recommends an investment in a broadly ... read more >>
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- Author:
- David Bowie
- Source:
- Pensions Convention 2004
Investment strategies for closed defined benefit (DB) schemes (handout)
1 Investment Strategies for Closed DB Schemes David Bowie June 2004 Agenda ? The End Game ? Impact of asset allocation ? Financial engineering ? Dynamic strategies End game: headline considerations ? Funding plan ? Member security ? Trustees’ ... read more >>
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- Author:
- Huw Williams
- Source:
- Pensions Convention 2004
Liability driven investment and the role of swaps (handout)
1 Liability Driven Investment and the role of Swaps 2004 Pensions Convention Huw Williams The Royal Bank of Scotland 8th June 2004 Liability Driven Investment and the role of Swaps ? Section One – Factors Influencing Asset Allocation ? Background ? ... read more >>
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- Author:
- Richard Murphy; Aaron Punwani
- Source:
- Pensions Convention 2004
Should pension funds invest in equities? (handout)
1 Should pension funds invest in equities? Richard Murphy Aaron Punwani 8th June 2004 Background ? The world has changed ? It’s about to change more ? Financial Economics arguments have taught us a lot ? How do we advise clients in practice? Strong ... read more >>
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- Author:
- P J Sweeting
- Source:
- British Actuarial Journal [BAJ] (2004) 10: 353-418
Pension schemes and fixed income investment
PENSION SCHEMES AND FIXED INCOME INVESTMENT By P. J. Sweeting [Presented to the Institute of Actuaries, 26 January 2004] abstract The purpose of this paper is to investigate the role that fixed income securities should play ... read more >>